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IAUM vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAUM and IAU is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

IAUM vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro ETF of Benef Interest (IAUM) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
88.29%
87.01%
IAUM
IAU

Key characteristics

Sharpe Ratio

IAUM:

2.61

IAU:

2.59

Sortino Ratio

IAUM:

3.44

IAU:

3.42

Omega Ratio

IAUM:

1.45

IAU:

1.45

Calmar Ratio

IAUM:

5.36

IAU:

5.31

Martin Ratio

IAUM:

14.70

IAU:

14.57

Ulcer Index

IAUM:

2.95%

IAU:

2.96%

Daily Std Dev

IAUM:

16.63%

IAU:

16.69%

Max Drawdown

IAUM:

-20.87%

IAU:

-45.14%

Current Drawdown

IAUM:

-2.40%

IAU:

-2.40%

Returns By Period

The year-to-date returns for both stocks are quite close, with IAUM having a 27.36% return and IAU slightly lower at 27.33%.


IAUM

YTD

27.36%

1M

10.69%

6M

22.13%

1Y

43.97%

5Y*

N/A

10Y*

N/A

IAU

YTD

27.33%

1M

10.62%

6M

21.98%

1Y

43.73%

5Y*

13.87%

10Y*

10.51%

*Annualized

Compare stocks, funds, or ETFs

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IAUM vs. IAU - Expense Ratio Comparison

IAUM has a 0.15% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IAU: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAU: 0.25%
Expense ratio chart for IAUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAUM: 0.15%

Risk-Adjusted Performance

IAUM vs. IAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9797
Overall Rank
The Sharpe Ratio Rank of IAUM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9696
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9797
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAUM vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro ETF of Benef Interest (IAUM) and iShares Gold Trust (IAU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for IAUM, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.00
IAUM: 2.61
IAU: 2.59
The chart of Sortino ratio for IAUM, currently valued at 3.44, compared to the broader market-2.000.002.004.006.008.00
IAUM: 3.44
IAU: 3.42
The chart of Omega ratio for IAUM, currently valued at 1.45, compared to the broader market0.501.001.502.00
IAUM: 1.45
IAU: 1.45
The chart of Calmar ratio for IAUM, currently valued at 5.36, compared to the broader market0.002.004.006.008.0010.0012.00
IAUM: 5.36
IAU: 5.31
The chart of Martin ratio for IAUM, currently valued at 14.70, compared to the broader market0.0020.0040.0060.00
IAUM: 14.70
IAU: 14.57

The current IAUM Sharpe Ratio is 2.61, which is comparable to the IAU Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of IAUM and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00NovemberDecember2025FebruaryMarchApril
2.61
2.59
IAUM
IAU

Dividends

IAUM vs. IAU - Dividend Comparison

Neither IAUM nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAUM vs. IAU - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IAUM and IAU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.40%
-2.40%
IAUM
IAU

Volatility

IAUM vs. IAU - Volatility Comparison

iShares Gold Trust Micro ETF of Benef Interest (IAUM) and iShares Gold Trust (IAU) have volatilities of 8.14% and 8.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.14%
8.14%
IAUM
IAU